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CURRENT TEACHING ACTIVITIES
Phd-Msc teaching:
My main teaching effort has been to develop a 20 hr course in Asset Pricing Theory. This has now been presented at EIASM, Brussels, Strathclyde University, BI Oslo, ANU, Canberra, Melbourne University and Manchester University.
The course develops asset pricing and option pricing models in discrete time framework. It is based on Poon and Stapleton, Asset Pricing in Discrete Time
The course covers asset pricing and option pricing using the pricing kernel approach. [Download Course outline]
A full set of notes have been developed. [Download Here]
Past Exam Papers and Exercise Solutions
FS70381_exam09
7381exam04.doc
7381exam 05.pdf
FS70381 exercises 09.pdf
I have also developed a 20 hr course on Advanced Derivatives. This has been presented at Strathclyde University and at Melbourne University and at the Stockholm School of Economics.
[Download Course outline]
I have developed a new advanced level course on Asset Pricing [Download Course outline]
I have taught a one-day course in interest-rate derivatives
[Download Course outline]
Lecture Notes on Interest Rate Models available here
[Download Notes Here]
Accompanying Excel files are also available here
[europ3.xls] and [Vasicek.xls]
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